Good Volatility, Bad Volatility: Signed Jumps and The...

Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility

Patton, Andrew J., Sheppard, Kevin
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Volume:
97
Language:
english
Journal:
Review of Economics and Statistics
DOI:
10.1162/REST_a_00503
Date:
July, 2015
File:
PDF, 378 KB
english, 2015
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